Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 8.95% 0.10 CHF 0.11 CHF 500'000 500'000 481'692 481'692 51'469 CHF 56'285 CHF 99.38% 99.38%
19.11.2024 8.76% 0.11 CHF 0.12 CHF 475'000 475'000 470'151 470'151 51'373 CHF 56'074 CHF 99.27% 99.27%
18.11.2024 7.91% 0.13 CHF 0.14 CHF 400'000 400'000 421'342 421'342 51'200 CHF 55'414 CHF 99.25% 99.25%
15.11.2024 7.40% 0.13 CHF 0.14 CHF 400'000 400'000 399'328 399'328 51'944 CHF 55'937 CHF 99.39% 99.39%
14.11.2024 8.01% 0.12 CHF 0.13 CHF 425'000 425'000 425'512 425'512 50'967 CHF 55'222 CHF 99.35% 99.35%
13.11.2024 7.66% 0.12 CHF 0.13 CHF 425'000 425'000 410'102 410'102 51'486 CHF 55'587 CHF 99.38% 99.38%
12.11.2024 7.01% 0.13 CHF 0.14 CHF 400'000 400'000 379'484 379'484 52'266 CHF 56'061 CHF 99.07% 99.07%
11.11.2024 6.45% 0.15 CHF 0.16 CHF 350'000 350'000 350'000 350'000 52'497 CHF 55'997 CHF 99.25% 99.25%
08.11.2024 6.43% 0.15 CHF 0.16 CHF 350'000 350'000 348'352 348'352 52'453 CHF 55'936 CHF 99.39% 99.39%
07.11.2024 6.57% 0.15 CHF 0.16 CHF 350'000 350'000 356'637 356'637 52'503 CHF 56'069 CHF 99.28% 99.28%

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